A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas

A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas
Author: Raymond Kan
Publisher:
Total Pages: 23
Release: 2009
Genre:
ISBN:


Download A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas Book in PDF, Epub and Kindle


A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas
Language: en
Pages: 23
Authors: Raymond Kan
Categories:
Type: BOOK - Published: 2009 - Publisher:

GET EBOOK

A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas
Language: en
Pages: 25
Authors: Raymond Kan
Categories:
Type: BOOK - Published: 2015 - Publisher:

GET EBOOK

Since Black, Jensen, and Scholes (1972) and Fama and MacBeth (1973), the two-pass cross-sectional regression (CSR) methodology has become the most popular tool
Empirical Asset Pricing
Language: en
Pages: 497
Authors: Wayne Ferson
Categories: Business & Economics
Type: BOOK - Published: 2019-03-12 - Publisher: MIT Press

GET EBOOK

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi
Asset Pricing Models with Conditional Betas and Alphas
Language: en
Pages: 38
Authors: Wayne E. Ferson
Categories:
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK

This paper studies the estimation of asset pricing model regressions with conditional alphas and betas, focusing on the joint effects of data snooping and spuri
Asset Pricing Models with Conditional Betas and Alphas
Language: en
Pages: 31
Authors: Wayne E. Ferson
Categories: Assets (Accounting)
Type: BOOK - Published: 2006 - Publisher:

GET EBOOK

This paper studies the estimation of asset pricing model regressions with conditional alphas and betas, focusing on the joint effects of data snooping and spuri